Advanced Quantitative Economics with Python
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Thomas J. Sargent
John Stachurski
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Asset Pricing and Finance
Asset Pricing and Finance
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Lectures
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Asset Pricing II: The Lucas Asset Pricing Model
Overview
The Lucas Model
Exercises
Solutions
Two Modifications of Mean-Variance Portfolio Theory
Overview
Appendix
Irrelevance of Capital Structure with Complete Markets
Introduction
Competitive equilibrium
Code
Equilibrium Capital Structures with Incomplete Markets
Introduction
Asset Markets
Equilibrium verification
Pseudo Code
Code
Examples
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